VZ option chain Verizon Communications Inc.
Cboe delayed options data · as of 12:42 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±6.6% (41.73–47.59) · ATM IV 29.5% · P/C open interest 0.50
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 19.75 | 23.90 | 1.00 | 0.0008 | -0.002 | 23 | 0 | 2.13 | 206.6% | -0.00 | 0.0008 | -0.002 | |||||
| 19.20 | 22.85 | 124.1% | 1.00 | 0.0010 | -0.002 | 24 | 0 | 2.13 | 195.9% | -0.00 | 0.0010 | -0.002 | ||||
| 17.90 | 21.85 | 1.00 | 0.0012 | -0.002 | 25 | 0 | 2.13 | 185.6% | -0.00 | 0.0012 | -0.002 | |||||
| 17.20 | 20.85 | 109.1% | 0.99 | 0.0014 | -0.002 | 26 | 0 | 2.13 | 175.7% | -0.01 | 0.0014 | -0.002 | ||||
| 16.20 | 19.85 | 102.0% | 0.99 | 0.0017 | -0.003 | 27 | 0 | 2.13 | 166.2% | -0.01 | 0.0017 | -0.003 | ||||
| 15.40 | 18.85 | 106.1% | 0.99 | 0.0021 | -0.003 | 28 | 0 | 2.13 | 157.0% | -0.01 | 0.0021 | -0.003 | ||||
| 14.40 | 17.85 | 99.2% | 0.99 | 0.0025 | -0.003 | 29 | 0 | 2.13 | 148.0% | -0.01 | 0.0025 | -0.003 | ||||
| 14.50 | 16.90 | 90 | 39 | 127.4% | 0.99 | 0.0030 | -0.003 | 30 | 0 | 2.13 | 4 | 139.4% | -0.01 | 0.0031 | -0.003 | |
| 13.35 | 15.90 | 18 | 9 | 115.8% | 0.99 | 0.0037 | -0.004 | 31 | 0 | 2.05 | 129.3% | -0.01 | 0.0037 | -0.004 | ||
| 12.40 | 14.90 | 10 | 5 | 109.2% | 0.99 | 0.0046 | -0.004 | 32 | 0 | 2.14 | 122.9% | -0.01 | 0.0046 | -0.004 | ||
| 10.50 | 13.90 | 10 | 5 | 78.5% | 0.98 | 0.0057 | -0.004 | 33 | 0 | 0.9500 | 89.1% | -0.01 | 0.0057 | -0.004 | ||
| 9.50 | 12.90 | 22 | 7 | 72.2% | 0.98 | 0.0072 | -0.005 | 34 | 0 | 1.20 | 88.2% | -0.02 | 0.0072 | -0.005 | ||
| 8.65 | 11.90 | 38 | 15 | 70.2% | 0.98 | 0.0092 | -0.005 | 35 | 0 | 0.3400 | 8 | 58.5% | -0.02 | 0.0092 | -0.005 | |
| 8.55 | 10.80 | 22 | 11 | 80.7% | 0.97 | 0.0119 | -0.006 | 36 | 0 | 0.4400 | 4 | 56.5% | -0.03 | 0.0120 | -0.006 | |
| 7.30 | 9.15 | 55.3% | 0.96 | 0.0158 | -0.007 | 37 | 0 | 0.1800 | 21 | 41.8% | -0.04 | 0.0159 | -0.007 | |||
| 6.40 | 7.75 | 8 | 2 | 41.3% | 0.95 | 0.0213 | -0.008 | 38 | 0.0500 | 0.5300 | 28 | 48.9% | -0.05 | 0.0214 | -0.008 | |
| 5.60 | 7.20 | 9 | 50.4% | 0.93 | 0.0292 | -0.010 | 39 | 0.0600 | 0.2000 | 1 | 96 | 35.1% | -0.07 | 0.0295 | -0.010 | |
| 4.05 | 6.30 | 1 | 19 | 35.5% | 0.91 | 0.0406 | -0.012 | 40 | 0.0700 | 0.2600 | 19 | 232 | 32.0% | -0.09 | 0.0409 | -0.012 |
| 4.05 | 4.40 | 100 | 154 | 31.8% | 0.86 | 0.0559 | -0.015 | 41 | 0.2400 | 0.5700 | 8 | 443 | 35.7% | -0.14 | 0.0564 | -0.015 |
| 2.85 | 3.85 | 10 | 86 | 29.7% | 0.80 | 0.0736 | -0.019 | 42 | 0.2900 | 0.8000 | 7 | 143 | 33.4% | -0.20 | 0.0744 | -0.019 |
| 2.37 | 2.95 | 12 | 311 | 30.8% | 0.72 | 0.0901 | -0.023 | 43 | 0.6300 | 0.9500 | 39 | 1,120 | 32.4% | -0.29 | 0.0912 | -0.023 |
| 1.63 | 2.09 | 57 | 324 | 27.2% | 0.62 | 0.1025 | -0.025 | 44 | 1.00 | 1.11 | 8 | 236 | 30.0% | -0.39 | 0.1040 | -0.026 |
| 1.11 | 1.68 | 56 | 290 | 28.6% | 0.51 | 0.1088 | -0.026 | 45 | 1.43 | 1.65 | 26 | 68 | 30.3% | -0.49 | 0.1109 | -0.027 |
| 0.8500 | 1.03 | 244 | 637 | 27.9% | 0.40 | 0.1075 | -0.025 | 46 | 1.95 | 2.21 | 84 | 118 | 29.5% | -0.61 | 0.1102 | -0.025 |
| 0.5000 | 0.7300 | 42 | 254 | 27.8% | 0.30 | 0.0983 | -0.022 | 47 | 2.59 | 2.90 | 2 | 10 | 29.1% | -0.71 | 0.1017 | -0.023 |
| 0.1700 | 0.5600 | 24 | 1,389 | 27.1% | 0.21 | 0.0828 | -0.018 | 48 | 3.10 | 3.90 | 2 | 2 | 28.5% | -0.80 | 0.0870 | -0.019 |
| 0.0300 | 0.2800 | 10 | 165 | 24.6% | 0.14 | 0.0646 | -0.014 | 49 | 3.75 | 5.75 | 3 | 40.7% | -0.88 | 0.0694 | -0.015 | |
| 0.0800 | 0.1800 | 18 | 66 | 27.4% | 0.09 | 0.0473 | -0.010 | 50 | 4.55 | 6.05 | 30.4% | -0.93 | 0.0513 | -0.011 | ||
| 0.0100 | 0.1900 | 3 | 22 | 29.3% | 0.06 | 0.0336 | -0.007 | 51 | 5.10 | 7.40 | 31.2% | -0.96 | 0.0342 | -0.008 | ||
| 0 | 0.7500 | 45.6% | 0.04 | 0.0242 | -0.006 | 52 | 5.25 | 9.25 | 34.7% | -0.98 | 0.0213 | -0.005 | ||||
| 0 | 0.7500 | 49.6% | 0.03 | 0.0183 | -0.005 | 53 | 6.25 | 10.30 | 40.1% | -0.99 | 0.0137 | -0.003 | ||||
| 0 | 0.0800 | 1 | 33.4% | 0.03 | 0.0146 | -0.004 | 54 | 8.05 | 11.30 | 61.5% | -0.99 | 0.0095 | -0.003 | |||
| 0 | 0.1000 | 37.4% | 0.02 | 0.0121 | -0.004 | 55 | 9.05 | 12.30 | 65.5% | -0.99 | 0.0072 | -0.002 | ||||
| 0 | 0.0600 | 37.2% | 0.02 | 0.0102 | -0.004 | 56 | 10.05 | 13.30 | 69.3% | -1.00 | 0.0056 | -0.002 | ||||
| 0 | 0.0400 | 37.6% | 0.02 | 0.0088 | -0.004 | 57 | 11.05 | 14.30 | 73.0% | -1.00 | 0.0045 | -0.002 | ||||
| 0 | 0.7500 | 67.4% | 0.02 | 0.0077 | -0.004 | 58 | 12.05 | 15.30 | 76.6% | -1.00 | 0.0037 | -0.001 | ||||
| 0 | 0.0200 | 1,000 | 1,250 | 41.0% | 0.01 | 0.0061 | -0.003 | 60 | 13.65 | 17.30 | 74.6% | -1.00 | 0.0026 | -0.001 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs